+43,223.6%
MU vs MS
+6,088.6%
+37,135.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +6.0% |
| 7D | +9.0% | +1.4% | +7.6% | +8.2% |
| 30D | +13.8% | -0.3% | +14.1% | +13.8% |
| 3M | +2.1% | +0.3% | +1.8% | +2.8% |
| 6M | +153.8% | +31.3% | +122.5% | +123.6% |
| YTD | +256.4% | +24.7% | +231.7% | +221.0% |
| 1Y | +719.8% | +47.9% | +671.8% | +580.4% |
| 3Y | +1,360.4% | +178.3% | +1,182.0% | +798.5% |
| 5Y | +1,312.4% | +144.9% | +1,167.5% | +822.6% |
| 10Y | +6,142.6% | +804.5% | +5,338.0% | +2,072.8% |
| All | +43,223.6% | +6,088.6% | +37,135.0% | +5,141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling